Not sure if it was Civ 2 or Civ 3, but could you build the forbidden palace late game, reduced corruption in nearby cities (so production + gold increased?). But, it was best not to build it far away because it would take ages to build because of the corruption you were trying to stop
So you built it right next to your capital, and when it's built build the palace (capital) at a fraction of the production cost in another continent miles away